On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation

	On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation
	Guo, XX; Bai, ZZ
	2005-05-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	23 期号:3 页码:305-320
摘要	We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X-2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix.
关键词	nonsymmetric algebraic Riccati equation minimal nonnegative solution matrix sign function quadratic matrix equation
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000228808100007
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1655
专题	计算数学与科学工程计算研究所
通讯作者	Guo, XX
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Guo, XX,Bai, ZZ. On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2005,23(3):305-320.
APA	Guo, XX,&Bai, ZZ.(2005).On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation.JOURNAL OF COMPUTATIONAL MATHEMATICS,23(3),305-320.
MLA	Guo, XX,et al."On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation".JOURNAL OF COMPUTATIONAL MATHEMATICS 23.3(2005):305-320.